I need to update this table in SQL Server with data from its \'parent\' table, see below:
Table: sale
id (int)
udid
Another example why SQL isn't really portable.
For MySQL it would be:
update ud, sale
set ud.assid = sale.assid
where sale.udid = ud.id;
For more info read multiple table update: http://dev.mysql.com/doc/refman/5.0/en/update.html
UPDATE [LOW_PRIORITY] [IGNORE] table_references
SET col_name1={expr1|DEFAULT} [, col_name2={expr2|DEFAULT}] ...
[WHERE where_condition]